-9.2%
ABT vs BITO
-8.3%
-0.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -5.9% | -3.4% | -2.4% | -5.7% |
| 30D | -8.1% | +21.4% | -29.5% | -9.0% |
| 3M | +14.5% | +20.5% | -6.0% | +13.3% |
| 6M | -6.3% | +7.4% | -13.7% | -6.8% |
| YTD | -17.1% | -13.9% | -3.2% | -16.7% |
| 1Y | -21.4% | -35.1% | +13.7% | -19.7% |
| 3Y | +5.9% | +156.8% | -150.9% | -6.4% |
| All | -9.2% | -8.3% | -0.9% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BITO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling